1) The project file .lpr is not correct. It is missing the instruction to create the main form.
2) You must assign help context numbers to the controls for which you want to provide context-sensitive help (property HelpContext). These numbers are defined in [MAPS] and [ALIAS] sections of the chm project file (hhp) - this is missing as well.
Find in the attachment a worked-out example containing all files needed for the chm project; the project is created by means of the batch file "compile.bat" (you may have to adapt the path to the Microsoft HTML Help Compiler). There is also a complete Lazarus project from which this help file can be called from three buttons as context-sensitive help (press F1), or from a help menu.
This is an instruction how to create a chm help project for the Microsoft HTML Help Workshop:
http://www.libertybasicuniversity.com/lbnews/nl108/chm.htmAnd this gives information on how to create the [MAP] and [ALIAS] sections:
https://support.microsoft.com/de-de/help/189453/how-to-prepare-html-help-files-for-context-sensitive-helpCreating chm help is much easier if you use a help authoring tool, such as HelpNDoc or HelpScribble - almost like writing a text in Word. The basic version of HelpNDoc is free, sometimes the Pro version is available at a high discount at BitsDuJour - please use Google to find these sites, I don't want to make too much advertisement for them.